The missing factor in Hoeffding's inequalities
Annales de l'I.H.P. Probabilités et statistiques, Volume 31 (1995) no. 4, p. 689-702
@article{AIHPB_1995__31_4_689_0,
     author = {Talagrand, Michel},
     title = {The missing factor in Hoeffding's inequalities},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {31},
     number = {4},
     year = {1995},
     pages = {689-702},
     zbl = {0837.60016},
     mrnumber = {1355613},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1995__31_4_689_0}
}
Talagrand, Michel. The missing factor in Hoeffding's inequalities. Annales de l'I.H.P. Probabilités et statistiques, Volume 31 (1995) no. 4, pp. 689-702. http://www.numdam.org/item/AIHPB_1995__31_4_689_0/

[B] G. Bennett, Probability inequalities for the sum of independent random variables, Amer. Stat. Assoc. J., 57, 1962, pp. 33-45. | Zbl 0104.11905

[F] W. Feller, An introduction to Probability Theory and its applications, Vol. II (second edition), J. Wiley and Sons, 1971. | MR 270403 | Zbl 0219.60003

[H] W. Hoeffding, Probability inequalities for sums of bounded random variables, Amer. Stat. Assoc. J., 58, 1963, pp. 13-30. | MR 144363 | Zbl 0127.10602

[K-J] S. Kotz and N.L. Johnson, Encyclopedia of Statistical Sciences, Wiley, New York, 1982. | MR 1044999 | Zbl 0552.62001

[I-K] K. Ito and H.P. Mckean, Diffusion processes and their sample paths, 1974, Springer Verlag. | MR 345224 | Zbl 0285.60063

[N] S.V. Nagaev, Large deviations of sums of independent random variables, Ann. Probab., 7, 1977, pp. 745-789. | MR 542129 | Zbl 0418.60033

[P-U] I.S. Pinelis and S.A. Utev, Exact exponential bounds for sums of independent random variables, Theory Probab. Appl., 1990, pp. 340-345. | Zbl 0693.60036

[P] Yu V. Prokhorov, An extremal problem in probability theory, Theory of Probability and its applications, 4, 1959, pp. 201-3. | MR 121857 | Zbl 0093.15102